Quote Historic Data AdvDecline

bchip

Hi. Im looking at the ticker ".AD.N" advance declines.

I can see the fields like VOLUME_ADV, VOLUME_DEC in the dataitem browser

Is it possible to get historic data for this? Seems I can only retrieve the last date.

I've tried:

df,err = ek.get_data('.AD.N',['VOLUME_ADV'],{'SDate':'2020-09-01','EDate':'2020-10-30'})

This only retrieves the latest day.

I've also tried:

df2 = ek.get_timeseries('.AD.N', fields='*',start_date='2020-09-01', end_date='2020-10-30', interval='daily')

This retrieves only the Volume difference (cant seem to find any other fields)

I would like historic data for fields like: 'VOLUME_DEC','ISSUES_DEC','ISSUES_ADV','VOLUME_ADV'

Thank you

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Accepted answers

chavalit-jintamalit

Hi @bchip

Per @Jirapongse input.

You can use RDP Lib in Python.

1. Please install RDP Lib

pip install refinitiv.dataplatform

If you already have it installed, please update it to the latest version

pip install --upgrade refinitiv.dataplatform

2. You can follow this sample code:

import refinitiv.dataplatform as rdp
rdp.open_desktop_session('xxxx') # your valid app key

df = rdp.get_historical_price_summaries(
    universe = '.AD.N',
    interval = rdp.Intervals.DAILY,
    start = '20201001',
    end = '20201101',
    fields = ['ISSUES_ADV','ISSUES_DEC']
)

df.tail(10)

All comments

chavalit-jintamalit

Hi @bchip

The fields you are requesting data for, they do not support timeseries retrieval.

You can use Data Item Browser to check its supported parameters:

You can submit a ticket to Refinitiv Content Helpdesk to clarify if there is any fields carrying timeseries data on the fields you are interested in.

The Refinitiv Content Helpdesk can be reached using Contact Us capability in your Eikon application.
Or by calling the Helpdesk number in your country.
Or at https://my.refinitiv.com/

Please ask for the data field name(if any) so you can check them using "Data Item Browser" and with the API call.

Jirapongse

@bchip

Otherwise, you can try Refinitiv Data Platform Libraries. The historical-pricing endpoint can return the following information.

chavalit-jintamalit

Hi @bchip

Per @Jirapongse input.

You can use RDP Lib in Python.

1. Please install RDP Lib

pip install refinitiv.dataplatform

If you already have it installed, please update it to the latest version

pip install --upgrade refinitiv.dataplatform

2. You can follow this sample code:

import refinitiv.dataplatform as rdp
rdp.open_desktop_session('xxxx') # your valid app key

df = rdp.get_historical_price_summaries(
    universe = '.AD.N',
    interval = rdp.Intervals.DAILY,
    start = '20201001',
    end = '20201101',
    fields = ['ISSUES_ADV','ISSUES_DEC']
)

df.tail(10)

bchip

Awesome, thanks so much for the responses!

I got this working

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